Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165A Open Interest is 64,709 : : Positions : : 32,171 53,122 4,831 1,499 3,103 0 1,061 0 21,109 2,708 2,922 : : : : Changes from: October 13, 2015 : : 2,467 3,201 312 100 -50 0 -218 0 117 -187 624 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.7 82.1 7.5 2.3 4.8 0.0 1.6 0.0 32.6 4.2 4.5 : : : : Number of Traders in Each Category Total Traders: 57 : : 26 31 8 . 7 0 . 0 4 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165B Open Interest is 5,722 : : Positions : : 3,934 4,349 887 922 451 0 0 0 450 0 0 : : : : Changes from: October 13, 2015 : : 156 36 -27 93 -27 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 76.0 15.5 16.1 7.9 0.0 0.0 0.0 7.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 12 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165E Open Interest is 9,356 : : Positions : : 6,740 6,377 97 476 871 0 0 0 407 424 492 : : : : Changes from: October 13, 2015 : : 92 9 25 170 -30 0 0 0 42 99 -64 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 68.2 1.0 5.1 9.3 0.0 0.0 0.0 4.4 4.5 5.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 26 25 . 5 7 0 0 0 . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165G Open Interest is 1,804 : : Positions : : 635 755 158 4 159 0 0 0 216 136 222 : : : : Changes from: October 13, 2015 : : 53 50 0 -5 -2 0 0 0 -5 10 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.2 41.9 8.8 0.2 8.8 0.0 0.0 0.0 12.0 7.5 12.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 10 . . . 0 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165K Open Interest is 6,267 : : Positions : : 3,171 4,870 980 0 412 0 0 0 931 450 176 : : : : Changes from: October 13, 2015 : : 337 316 20 0 15 0 0 0 -25 14 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.6 77.7 15.6 0.0 6.6 0.0 0.0 0.0 14.9 7.2 2.8 : : : : Number of Traders in Each Category Total Traders: 45 : : 24 25 9 0 7 0 0 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 100 METRIC TONS) : CFTC Code #021A17 Open Interest is 7,532 : : Positions : : 4,211 2,864 301 871 108 0 0 0 2,036 2,633 407 : : : : Changes from: October 13, 2015 : : 282 262 70 75 -18 0 0 0 160 10 -41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 38.0 4.0 11.6 1.4 0.0 0.0 0.0 27.0 35.0 5.4 : : : : Number of Traders in Each Category Total Traders: 45 : : 21 17 . 4 4 0 0 0 8 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 100 METRIC TONS) : CFTC Code #021A19 Open Interest is 1,052 : : Positions : : 600 420 40 129 0 0 0 0 150 366 5 : : : : Changes from: October 13, 2015 : : 80 0 0 0 0 0 0 0 0 70 -18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 39.9 3.8 12.3 0.0 0.0 0.0 0.0 14.3 34.8 0.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 8 . . 0 0 0 0 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #021A28 Open Interest is 29,903 : : Positions : : 23,795 11,029 2,961 6,853 874 0 0 0 325 9,025 1,882 : : : : Changes from: October 13, 2015 : : 609 919 0 150 -50 0 0 0 0 -460 241 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 36.9 9.9 22.9 2.9 0.0 0.0 0.0 1.1 30.2 6.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 16 5 4 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 100 METRIC TONS) : CFTC Code #021A35 Open Interest is 3,901 : : Positions : : 2,367 1,373 69 439 63 0 0 0 444 1,249 253 : : : : Changes from: October 13, 2015 : : 40 55 0 -40 20 0 0 0 -47 -22 67 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 35.2 1.8 11.3 1.6 0.0 0.0 0.0 11.4 32.0 6.5 : : : : Number of Traders in Each Category Total Traders: 35 : : 13 11 . . . 0 0 0 6 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #022651 Open Interest is 418,694 : : Positions : : 124,885 198,795 81,379 840 17,358 18,754 50,933 33,763 38,941 17,477 53,153 : : : : Changes from: October 13, 2015 : : 11,980 14,501 -115 5 595 3,527 6,775 -1,944 2,014 -3,732 -1,153 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.8 47.5 19.4 0.2 4.1 4.5 12.2 8.1 9.3 4.2 12.7 : : : : Number of Traders in Each Category Total Traders: 190 : : 60 65 20 . 14 18 37 32 17 24 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A13 Open Interest is 54,047 : : Positions : : 34,792 42,850 719 3,416 1,991 1,200 0 25 725 500 425 : : : : Changes from: October 13, 2015 : : -15 1,143 -71 445 15 150 0 0 25 0 425 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 79.3 1.3 6.3 3.7 2.2 0.0 0.0 1.3 0.9 0.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 21 . . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CBT ETHANOL - CHICAGO BOARD OF TRADE (CONTRACTS OF 29,000 U.S. GALLONS) : CFTC Code #025601 Open Interest is 5,148 : : Positions : : 2,174 3,139 22 283 528 909 0 304 679 520 197 : : : : Changes from: October 13, 2015 : : 58 -47 0 35 0 17 0 14 10 134 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.2 61.0 0.4 5.5 10.3 17.7 0.0 5.9 13.2 10.1 3.8 : : : : Number of Traders in Each Category Total Traders: 37 : : 11 11 . . . 10 0 . 9 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #025651 Open Interest is 46,105 : : Positions : : 30,005 36,527 4,193 387 1,264 2,718 83 1,558 883 1,098 4,842 : : : : Changes from: October 13, 2015 : : 306 687 19 194 -26 -1 19 72 281 -135 632 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 79.2 9.1 0.8 2.7 5.9 0.2 3.4 1.9 2.4 10.5 : : : : Number of Traders in Each Category Total Traders: 89 : : 42 55 . . 4 7 . . 7 10 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 100 METRIC TONS) : CFTC Code #03265J Open Interest is 5,017 : : Positions : : 2,321 3,429 319 30 224 300 0 0 459 468 561 : : : : Changes from: October 13, 2015 : : 85 275 85 -10 5 0 0 0 0 20 19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.3 68.3 6.4 0.6 4.5 6.0 0.0 0.0 9.1 9.3 11.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 25 5 . . . 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET-WTI - ICE FUTURES EUROPE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067411 Open Interest is 589,298 : : Positions : : 138,814 151,841 28,596 57,337 131,551 29,670 37,160 50,888 57,350 5,937 138,936 : : : : Changes from: October 13, 2015 : : -1,122 -1,918 7,831 -6,436 -9,860 -906 1,173 -529 -8,321 3,354 -10,157 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.6 25.8 4.9 9.7 22.3 5.0 6.3 8.6 9.7 1.0 23.6 : : : : Number of Traders in Each Category Total Traders: 123 : : 40 42 6 15 20 13 12 17 19 12 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067651 Open Interest is 2,406,985 : : Positions : : 236,693 422,549 182,565 321,123 487,240 274,718 106,517 348,809 233,203 91,415 552,444 : : : : Changes from: October 13, 2015 : : -38,603 -24,620 5,756 -11,663 -8,730 380 16,496 -10,539 4,977 -5,413 -44,004 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.8 17.6 7.6 13.3 20.2 11.4 4.4 14.5 9.7 3.8 23.0 : : : : Number of Traders in Each Category Total Traders: 424 : : 60 71 19 20 33 66 55 84 106 67 131 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067657 Open Interest is 104,561 : : Positions : : 28,771 59,796 3,441 4,066 5,505 15,722 9,812 20,429 26,952 1,374 1,478 : : : : Changes from: October 13, 2015 : : -8,999 -945 350 -195 -1,629 3,298 -4,101 -6,672 -1,068 -1,160 -973 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.5 57.2 3.3 3.9 5.3 15.0 9.4 19.5 25.8 1.3 1.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 14 . . . . . 5 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765A Open Interest is 136,562 : : Positions : : 17,417 9,607 14,706 44,875 10,599 11,161 1,334 408 62,357 9,361 3,823 : : : : Changes from: October 13, 2015 : : 180 -57 -272 22 -100 0 0 0 610 265 -22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.8 7.0 10.8 32.9 7.8 8.2 1.0 0.3 45.7 6.9 2.8 : : : : Number of Traders in Each Category Total Traders: 28 : : . 5 5 6 9 . . . 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765B Open Interest is 17,864 : : Positions : : 204 811 2,914 3,944 1,883 755 0 0 1,629 295 9,573 : : : : Changes from: October 13, 2015 : : -190 -85 -12 233 10 306 0 -13 125 48 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 1.1 4.5 16.3 22.1 10.5 4.2 0.0 0.0 9.1 1.7 53.6 : : : : Number of Traders in Each Category Total Traders: 27 : : . . 5 5 8 . 0 . 9 . 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765C Open Interest is 167,974 : : Positions : : 12,230 12,062 13,739 31,538 79,632 1,367 0 730 24,802 1,446 30,013 : : : : Changes from: October 13, 2015 : : 51 -61 -499 -589 1,277 40 0 -11 331 59 -13 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.3 7.2 8.2 18.8 47.4 0.8 0.0 0.4 14.8 0.9 17.9 : : : : Number of Traders in Each Category Total Traders: 34 : : . . 9 11 20 . 0 . 8 . 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765T Open Interest is 182,694 : : Positions : : 13,505 14,702 58,623 0 10,813 9,346 2,005 5,687 6,555 71,781 70,503 : : : : Changes from: October 13, 2015 : : -1,711 96 415 0 -983 434 -947 678 -797 -121 -138 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.4 8.0 32.1 0.0 5.9 5.1 1.1 3.1 3.6 39.3 38.6 : : : : Number of Traders in Each Category Total Traders: 46 : : 7 8 8 0 8 6 . 7 9 9 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765Z Open Interest is 5,624 : : Positions : : 718 3,678 0 507 120 3,874 127 544 228 381 98 : : : : Changes from: October 13, 2015 : : -149 -69 0 -910 -86 -1,137 -66 -303 43 -233 -103 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.8 65.4 0.0 9.0 2.1 68.9 2.3 9.7 4.1 6.8 1.7 : : : : Number of Traders in Each Category Total Traders: 21 : : 7 12 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067A28 Open Interest is 147,153 : : Positions : : 3,138 14,033 0 5,098 29,597 23,138 4,122 78,337 489 2,697 12,149 : : : : Changes from: October 13, 2015 : : -1,867 2,613 0 -3,635 -3,584 -150 -567 -2,145 -703 -1,758 -312 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.1 9.5 0.0 3.5 20.1 15.7 2.8 53.2 0.3 1.8 8.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 13 0 . . . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067A49 Open Interest is 12,551 : : Positions : : 8,404 7,538 3,688 4,969 29 0 0 0 360 0 0 : : : : Changes from: October 13, 2015 : : -1,038 -610 -595 -853 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 60.1 29.4 39.6 0.2 0.0 0.0 0.0 2.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 11 5 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #111659 Open Interest is 354,899 : : Positions : : 96,029 191,084 51,992 8,583 10,980 55,059 42,120 28,524 56,259 13,020 37,947 : : : : Changes from: October 13, 2015 : : -1,491 -7,587 -891 -789 1,956 730 4,834 -2,933 129 1,373 -2,483 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.1 53.8 14.6 2.4 3.1 15.5 11.9 8.0 15.9 3.7 10.7 : : : : Number of Traders in Each Category Total Traders: 230 : : 62 78 14 5 12 47 33 43 23 24 32 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #11165K Open Interest is 12,650 : : Positions : : 4,347 7,867 0 675 0 722 0 321 3,055 0 1,070 : : : : Changes from: October 13, 2015 : : 261 550 0 0 0 -150 0 150 187 0 348 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.4 62.2 0.0 5.3 0.0 5.7 0.0 2.5 24.2 0.0 8.5 : : : : Number of Traders in Each Category Total Traders: 20 : : 5 9 0 . 0 . 0 . 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #11165L Open Interest is 16,500 : : Positions : : 16,245 11,165 0 1,640 0 0 0 0 0 2,155 0 : : : : Changes from: October 13, 2015 : : 645 645 0 -125 0 0 0 0 0 85 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.5 67.7 0.0 9.9 0.0 0.0 0.0 0.0 0.0 13.1 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 19 0 . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #111A41 Open Interest is 16,917 : : Positions : : 8,061 7,607 1,059 705 1,175 996 2,971 262 1,193 125 1,314 : : : : Changes from: October 13, 2015 : : 1,057 -84 -75 0 225 0 841 -51 -225 125 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.7 45.0 6.3 4.2 6.9 5.9 17.6 1.5 7.1 0.7 7.8 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 12 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #86465A Open Interest is 35,687 : : Positions : : 20,989 35,567 11,448 0 0 0 0 0 2,775 0 120 : : : : Changes from: October 13, 2015 : : 3,770 3,550 230 0 -105 0 0 0 -645 0 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 99.7 32.1 0.0 0.0 0.0 0.0 0.0 7.8 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 22 8 0 0 0 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565A Open Interest is 8,840 : : Positions : : 1,858 5,673 4,010 0 295 0 600 0 2,520 2,126 146 : : : : Changes from: October 13, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.0 64.2 45.4 0.0 3.3 0.0 6.8 0.0 28.5 24.0 1.7 : : : : Number of Traders in Each Category Total Traders: 21 : : 5 7 5 0 . 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565C Open Interest is 15,823 : : Positions : : 9,048 4,527 2,214 3,151 1,591 0 300 0 1,771 5,795 346 : : : : Changes from: October 13, 2015 : : 326 0 19 -180 6 0 0 0 0 570 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 28.6 14.0 19.9 10.1 0.0 1.9 0.0 11.2 36.6 2.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 15 11 5 4 4 0 . 0 6 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86665A Open Interest is 12,439 : : Positions : : 8,973 6,384 351 1,466 1,219 489 783 0 564 1,610 468 : : : : Changes from: October 13, 2015 : : 221 414 0 -198 174 0 0 0 0 23 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 51.3 2.8 11.8 9.8 3.9 6.3 0.0 4.5 12.9 3.8 : : : : Number of Traders in Each Category Total Traders: 41 : : 18 19 . . . . . 0 . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE (100 METRIC TONS) : CFTC Code #86665E Open Interest is 1,569 : : Positions : : 374 744 120 40 0 0 0 0 710 385 200 : : : : Changes from: October 13, 2015 : : 0 60 0 0 0 0 0 0 10 30 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.8 47.4 7.6 2.5 0.0 0.0 0.0 0.0 45.3 24.5 12.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 7 11 . . 0 0 0 0 6 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF COAST ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #022A09 Open Interest is 9,674 : : Positions : : 1,569 5,428 5,421 1,825 501 0 0 0 1,662 1,789 98 : : : : Changes from: October 13, 2015 : : 125 305 180 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.2 56.1 56.0 18.9 5.2 0.0 0.0 0.0 17.2 18.5 1.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 6 6 5 . . 0 0 0 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #967654 Open Interest is 32,081 : : Positions : : 12,767 17,562 2,789 41 2,483 4,375 0 75 507 461 3,809 : : : : Changes from: October 13, 2015 : : 42 312 0 0 250 200 0 0 -10 0 310 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.8 54.7 8.7 0.1 7.7 13.6 0.0 0.2 1.6 1.4 11.9 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 13 . . . . 0 . . . . : ----------------------------------------------------------------------------------------------------------------
Updated October 23, 2015